| 更新時間： | 2018年10月18日 PM 5:42:26 | ||||||
| 恒生指數期權引伸波幅分析 | |||||||
| 日期 | 恒指波幅指數 | 恒生指數 | 20天歷史波幅 | 5天平均數 | 溢價 | 期權引伸波幅合理值 | 偏高 / 偏低 |
| 30/05/18 | 20.040% | 30056.79 | 15.679% | 16.106% | +3.934% | 16.106% | +3.934% |
| 31/05/18 | 18.200% | 30468.56 | 16.417% | 16.083% | +2.117% | 19.782% | -1.582% |
| 01/06/18 | 17.620% | 30492.91 | 15.661% | 15.961% | +1.659% | 19.501% | -1.881% |
| 04/06/18 | 16.940% | 30997.98 | 15.793% | 15.919% | +1.021% | 19.057% | -2.117% |
| 05/06/18 | 16.440% | 31093.45 | 15.783% | 15.867% | +0.573% | 18.864% | -2.424% |
| 06/06/18 | 15.830% | 31259.10 | 15.110% | 15.753% | +0.077% | 18.600% | -2.770% |
| 07/06/18 | 15.900% | 31512.63 | 15.197% | 15.509% | +0.391% | 18.184% | -2.284% |
| 08/06/18 | 17.390% | 30958.21 | 16.199% | 15.617% | +1.773% | 18.182% | -0.792% |
| 11/06/18 | 16.720% | 31063.70 | 15.872% | 15.632% | +1.088% | 17.815% | -1.095% |
| 12/06/18 | 16.020% | 31103.06 | 15.267% | 15.529% | +0.491% | 17.570% | -1.550% |
| 13/06/18 | 15.850% | 30725.15 | 15.024% | 15.512% | +0.338% | 17.423% | -1.573% |
| 14/06/18 | 15.880% | 30440.17 | 15.274% | 15.527% | +0.353% | 17.313% | -1.433% |
| 15/06/18 | 15.970% | 30309.49 | 15.140% | 15.315% | +0.655% | 16.951% | -0.981% |
| 19/06/18 | 19.730% | 29468.15 | 17.690% | 15.679% | +4.051% | 16.838% | +2.892% |
| 20/06/18 | 17.860% | 29696.17 | 17.993% | 16.224% | +1.636% | 17.290% | +0.570% |
| 21/06/18 | 19.130% | 29296.05 | 17.120% | 16.644% | +2.486% | 17.600% | +1.530% |
| 22/06/18 | 18.360% | 29338.70 | 17.144% | 17.017% | +1.343% | 17.856% | +0.504% |
| 25/06/18 | 20.430% | 28961.39 | 17.399% | 17.469% | +2.961% | 17.900% | +2.530% |
| 26/06/18 | 20.070% | 28881.40 | 17.292% | 17.390% | +2.680% | 17.675% | +2.395% |
| 27/06/18 | 22.040% | 28356.26 | 17.698% | 17.331% | +4.709% | 17.473% | +4.567% |
| 28/06/18 | 21.320% | 28497.32 | 17.296% | 17.366% | +3.954% | 17.366% | +3.954% |
| 29/06/18 | 20.450% | 28955.11 | 17.833% | 17.503% | +2.947% | 21.960% | -1.510% |
| 03/07/18 | 22.970% | 28545.57 | 18.263% | 17.676% | +5.294% | 21.596% | +1.374% |
| 04/07/18 | 23.910% | 28241.67 | 17.616% | 17.741% | +6.169% | 21.530% | +2.380% |
| 05/07/18 | 23.800% | 28182.09 | 17.639% | 17.729% | +6.071% | 21.370% | +2.430% |
| 06/07/18 | 21.880% | 28315.62 | 17.925% | 17.855% | +4.025% | 21.375% | +0.505% |
| 09/07/18 | 20.300% | 28688.50 | 18.891% | 18.067% | +2.233% | 21.183% | -0.883% |
| 10/07/18 | 19.100% | 28682.25 | 17.790% | 17.972% | +1.128% | 20.924% | -1.824% |
| 11/07/18 | 20.730% | 28311.69 | 18.000% | 18.049% | +2.681% | 20.866% | -0.136% |
| 12/07/18 | 19.230% | 28480.83 | 18.370% | 18.195% | +1.035% | 20.885% | -1.655% |
| 13/07/18 | 18.460% | 28525.44 | 17.994% | 18.209% | +0.251% | 20.751% | -2.291% |
| 16/07/18 | 18.230% | 28539.66 | 17.798% | 17.990% | +0.240% | 20.059% | -1.829% |
| 17/07/18 | 19.420% | 28181.68 | 18.052% | 18.042% | +1.378% | 19.969% | -0.549% |
| 18/07/18 | 18.950% | 28117.42 | 15.526% | 17.548% | +1.402% | 19.277% | -0.327% |
| 19/07/18 | 19.140% | 28010.86 | 15.085% | 16.891% | +2.249% | 18.417% | +0.723% |
| 20/07/18 | 18.460% | 28224.48 | 14.921% | 16.276% | +2.184% | 17.613% | +0.847% |
| 23/07/18 | 19.220% | 28256.12 | 14.897% | 15.696% | +3.524% | 16.599% | +2.621% |
| 24/07/18 | 18.100% | 28662.57 | 15.390% | 15.164% | +2.936% | 15.911% | +2.189% |
| 25/07/18 | 17.720% | 28920.90 | 15.720% | 15.203% | +2.517% | 15.827% | +1.893% |
| 26/07/18 | 17.600% | 28781.14 | 14.932% | 15.172% | +2.428% | 15.671% | +1.929% |
| 27/07/18 | 17.240% | 28804.28 | 14.677% | 15.123% | +2.117% | 15.496% | +1.744% |
| 30/07/18 | 18.390% | 28733.13 | 13.098% | 14.764% | +3.626% | 14.764% | +3.626% |
| 31/07/18 | 18.290% | 28583.01 | 12.635% | 14.213% | +4.077% | 17.715% | +0.575% |
| 01/08/18 | 18.470% | 28340.74 | 12.834% | 13.635% | +4.835% | 16.883% | +1.587% |
| 02/08/18 | 21.490% | 27714.56 | 14.960% | 13.641% | +7.849% | 16.778% | +4.712% |
| 03/08/18 | 20.170% | 27676.32 | 14.549% | 13.615% | +6.555% | 16.635% | +3.535% |
| 06/08/18 | 19.410% | 27819.56 | 13.282% | 13.652% | +5.758% | 16.343% | +3.067% |
| 07/08/18 | 18.160% | 28248.88 | 14.433% | 14.012% | +4.148% | 16.659% | +1.501% |
| 08/08/18 | 17.750% | 28359.14 | 14.181% | 14.281% | +3.469% | 16.862% | +0.888% |
| 09/08/18 | 17.500% | 28607.30 | 14.019% | 14.093% | +3.407% | 16.524% | +0.976% |
| 10/08/18 | 18.370% | 28366.62 | 14.198% | 14.023% | +4.347% | 16.326% | +2.044% |
| 13/08/18 | 20.470% | 27936.57 | 15.034% | 14.373% | +6.097% | 16.380% | +4.090% |
| 14/08/18 | 20.040% | 27752.93 | 14.831% | 14.453% | +5.587% | 16.352% | +3.688% |
| 15/08/18 | 21.410% | 27323.59 | 15.685% | 14.754% | +6.656% | 16.571% | +4.839% |
| 16/08/18 | 21.460% | 27100.06 | 15.859% | 15.122% | +6.338% | 16.860% | +4.600% |
| 17/08/18 | 20.490% | 27213.41 | 15.638% | 15.410% | +5.080% | 17.055% | +3.435% |
| 20/08/18 | 19.810% | 27598.02 | 16.537% | 15.710% | +4.100% | 17.001% | +2.809% |
| 21/08/18 | 18.830% | 27752.79 | 15.866% | 15.917% | +2.913% | 17.094% | +1.736% |
| 22/08/18 | 18.990% | 27927.58 | 15.805% | 15.941% | +3.049% | 16.989% | +2.001% |
| 23/08/18 | 18.540% | 27790.46 | 15.718% | 15.913% | +2.627% | 16.828% | +1.712% |
| 24/08/18 | 17.980% | 27671.87 | 15.739% | 15.933% | +2.047% | 16.718% | +1.262% |
| 27/08/18 | 18.770% | 28271.27 | 17.648% | 16.155% | +2.615% | 16.554% | +2.216% |
| 28/08/18 | 18.710% | 28351.62 | 17.583% | 16.499% | +2.211% | 16.770% | +1.940% |
| 29/08/18 | 18.370% | 28416.44 | 17.319% | 16.802% | +1.568% | 16.940% | +1.430% |
| 30/08/18 | 19.100% | 28164.05 | 15.878% | 16.834% | +2.266% | 16.834% | +2.266% |
| 31/08/18 | 19.530% | 27888.55 | 16.300% | 16.946% | +2.584% | 20.704% | -1.174% |
| 03/09/18 | 19.630% | 27712.54 | 16.271% | 16.670% | +2.960% | 19.956% | -0.326% |
| 04/09/18 | 18.730% | 27973.34 | 15.613% | 16.276% | +2.454% | 19.351% | -0.621% |
| 05/09/18 | 20.500% | 27243.85 | 17.872% | 16.387% | +4.113% | 19.348% | +1.152% |
| 06/09/18 | 21.420% | 26974.82 | 17.787% | 16.768% | +4.652% | 19.661% | +1.759% |
| 07/09/18 | 21.340% | 26973.47 | 17.564% | 17.021% | +4.319% | 19.817% | +1.523% |
| 10/09/18 | 22.070% | 26613.42 | 17.263% | 17.220% | +4.850% | 19.624% | +2.446% |
| 11/09/18 | 21.790% | 26422.55 | 17.219% | 17.541% | +4.249% | 19.846% | +1.944% |
| 12/09/18 | 21.090% | 26345.04 | 16.450% | 17.257% | +3.833% | 19.383% | +1.707% |
| 13/09/18 | 19.890% | 27014.49 | 18.652% | 17.430% | +2.460% | 19.434% | +0.456% |
| 14/09/18 | 19.000% | 27286.41 | 18.866% | 17.690% | +1.310% | 19.579% | -0.579% |
| 17/09/18 | 19.660% | 26932.85 | 18.547% | 17.947% | +1.713% | 19.421% | +0.239% |
| 18/09/18 | 20.050% | 27084.66 | 18.529% | 18.209% | +1.841% | 19.555% | +0.495% |
| 19/09/18 | 19.380% | 27407.37 | 18.874% | 18.694% | +0.686% | 19.922% | -0.542% |
| 20/09/18 | 18.620% | 27477.67 | 18.873% | 18.738% | -0.118% | 19.815% | -1.195% |
| 21/09/18 | 19.110% | 27953.58 | 19.789% | 18.922% | +0.188% | 19.855% | -0.745% |
| 24/09/18 | 19.750% | 27499.39 | 18.883% | 18.989% | +0.761% | 19.457% | +0.293% |
| 26/09/18 | 20.010% | 27816.87 | 19.372% | 19.158% | +0.852% | 19.315% | +0.695% |
| 27/09/18 | 18.940% | 27715.67 | 19.376% | 19.258% | -0.318% | 19.258% | -0.318% |
| 28/09/18 | 18.100% | 27788.52 | 19.093% | 19.302% | -1.202% | 19.144% | -1.044% |
| 02/10/18 | 20.140% | 27126.38 | 20.449% | 19.434% | +0.706% | 18.636% | +1.504% |
| 03/10/18 | 19.710% | 27091.26 | 20.329% | 19.723% | -0.013% | 18.751% | +0.959% |
| 04/10/18 | 20.720% | 26623.87 | 20.727% | 19.994% | +0.726% | 18.845% | +1.875% |
| 05/10/18 | 20.700% | 26572.57 | 18.766% | 19.872% | +0.828% | 18.567% | +2.133% |
| 08/10/18 | 21.290% | 26202.57 | 19.140% | 19.882% | +1.408% | 18.086% | +3.204% |
| 09/10/18 | 21.070% | 26172.91 | 19.120% | 19.616% | +1.454% | 17.683% | +3.387% |
| 10/10/18 | 20.890% | 26193.07 | 18.712% | 19.293% | +1.597% | 17.233% | +3.657% |
| 11/10/18 | 25.730% | 25266.37 | 22.261% | 19.600% | +6.130% | 17.346% | +8.384% |
| 12/10/18 | 23.760% | 25801.49 | 23.629% | 20.572% | +3.188% | 18.038% | +5.722% |
| 15/10/18 | 25.160% | 25445.06 | 22.157% | 21.176% | +3.984% | 18.045% | +7.115% |
| 16/10/18 | 24.410% | 25462.26 | 21.920% | 21.736% | +2.674% | 18.344% | +6.066% |
| 18/10/18 | 24.270% | 25454.55 | 21.520% | 22.297% | +1.973% | 18.451% | +5.819% |